How 201 US stocks have done in Risk-Off markets, ranked

How to read this

What the figure is. For each stock, its typical return over the next 1 month after past days the market read Risk-Off: line up every such period from lowest to highest and take the middle one. The 2- and 3-month columns are the same figure over longer periods. The same figures, from the same data, are on each stock's page. Base rates, not forecasts.

Limited history and too little history. A figure in italics rests on 10 to 14 past periods, too few to lean on; its tooltip gives the count. A dash means fewer than 10, and a stock with a dash in the ranked column is listed last, unranked.

Ties and ranks. Stocks are ranked on the figure as printed, to one decimal place. Two stocks that print the same figure share a rank and sit in symbol order, so the order never claims more than the printed figures support.

Risk-Off and bear markets. Risk-Off is not a bear market. It is the dial's most stressed reading, set by cross-asset conditions on the day: credit, volatility and the other inputs. A bear market is a fall of 20% or more from a peak. Most bear markets contain Risk-Off days, and many Risk-Off days come in short scares that never become one. These figures describe what followed Risk-Off readings, not what happened inside bear markets.

Single stocks. For one stock the regime is usually a small nudge, not the main driver; its own trend dominates. Use it as context, not a reason to act. Why the mild-stress Dead Zone has been the weakest place to be.